VPN technology?

I need to establish a VPN for about 6 users on my NT4 network. We have a SonicWall Pro firewall with VPN capability. I have already configured a group VPN on the SonicWall appliance and installed the client on a couple of test PCs (One Win2000 theother Win98). The client VPN on Win2000 proved to be much more simple to set up and establish. I’m still working on getting the Win98 client VPN to work.
Then I realized that I can use the built in VPN on Win2000 to host incoming clients. I believe that a Win 2000 workstation set up to accept VPN connections might be easier to configure but is it as secure as a SonicWall VPN?